Major FX option expiries for today's NY cut

EUR/USD: 1.0550 (329M), 1.0570 (464M), 1.0600 (1.92BN), 1.0700 (1.14BN)

USD/JPY: 129.00 (380M), 130.50 (740M)

GBP/USD: 1.2425 (405M), 1.2555-60 (247M)

AUD/USD: 0.7000 (234M), 0.7100 (734M), 0.7130 (374M), 0.7250 (570M)